Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51765.37 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48566.31 Kr¶

PnL: ---------------------------------------> -521.26 Kr¶

DD now: ---------------------------------> -0.345 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 18:20:06.165610'

Anic Portfolio¶

Today¶

Return: 0.244 %¶

This Week¶

Return: 8.917 %¶

Total¶

Return: 69.467 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -2.050000 3353.400000 173.400000 5.450000 3180.000006
HMS Networks 2 4.320000 812.000000 139.000000 20.650000 673.000000
Nordea Bank Abp 29 1.350000 3579.180000 125.180000 3.620000 3453.999992
HEBA B 70 2.620000 2744.000000 108.000000 4.100000 2636.000010
Fasadgruppen Group 38 1.460000 4225.600000 84.600000 2.040000 4140.999992
SAAB B 8 0.940000 3448.800000 71.800000 2.130000 3377.000000
Swedbank A 3 3.340000 621.300000 57.300000 10.160000 564.000000
Resurs Holding 22 1.370000 619.740000 45.740000 7.970000 573.999998
MedCap 2 -0.650000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.530000 393.300000 38.300000 10.790000 355.000000
Sampo Oyj SDB 7 1.650000 3885.000000 35.000000 0.910000 3850.000000
AcadeMedia 12 -0.280000 589.680000 32.680000 5.870000 557.000004
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Securitas B 6 2.140000 584.280000 14.280000 2.510000 570.000000
Midsona B 63 3.830000 597.240000 14.240000 2.440000 582.999984
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.420000 541.600000 9.600000 1.800000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Boozt 12 1.620000 1657.200000 3.200000 0.190000 1653.999996
Handelsbanken A 5 0.870000 549.000000 3.000000 0.550000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Corem Property Group B 59 2.560000 578.200000 1.200000 0.210000 576.999999
CTEK 13 0.650000 503.100000 -30.900000 -5.790000 533.999999
Essity B 2 -1.250000 538.600000 -35.400000 -6.170000 574.000000
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 -0.050000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 5.410000 1865.600000 -123.400000 -6.200000 1989.000002
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
Axfood 15 -5.800000 3799.500000 -500.500000 -11.640000 4300.000005
Ovzon 64 -1.320000 3353.600000 -642.400000 -16.080000 3996.000000
TOTAL 48566.310000 -521.260000 -0.34462% 49087.564636

Updated:¶

'2023-02-01 18:20:19.342920'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶